The density of the time to ruin for a Sparre Andersen process with Erlang arrivals and exponential claims
AuthorDICKSON, D.; HUGHES, B.; ZHANG, L.
Source TitleScandinavian Actuarial Journal
AffiliationMathematics and Statistics
Document TypeJournal Article
Access StatusThis item is currently not available from this repository
KeywordsBanking; Finance and Investment
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